Theory and Computation for ODE/PDE-constrained optimization

Instructor

Class description

This course introduces the basic theory and algorithms for nonlinear
optimization of continuum systems. Emphasis will be given on
numerical algorithms that are applicable to problems in which the
constraints are ordinary or partial differential equations. Such
problems have numerous applications in science and
engineering. Lectures and homework will examine examples related to
control, design, and inverse problems in vision, robotics, computer
graphics, bioengineering, fluid and solid mechanics, molecular
dynamics, and geophysics.

Grading

Homeworks (80%) and final project (20%).
Students can use software of their choice;
I recommend MATLAB.

Recommended texts

None, but the following texts are recommended for nonlinear
programming and numerical methods for ODEs and PDEs.